Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 468 CHF | 122 323 CHF | 98,85% | 98,85% |
19/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 093 CHF | 119 531 CHF | 96,32% | 96,32% |
18/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 974 CHF | 121 491 CHF | 97,31% | 97,31% |
15/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 409 CHF | 122 303 CHF | 95,50% | 95,50% |
14/11/2024 | 1,08% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 830 CHF | 140 110 CHF | 99,43% | 99,43% |
13/11/2024 | 1,09% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 410 800 CHF | 138 433 CHF | 99,05% | 99,05% |
12/11/2024 | 1,06% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 421 992 CHF | 142 164 CHF | 99,33% | 99,33% |
11/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 376 CHF | 148 292 CHF | 96,28% | 96,28% |
08/11/2024 | 1,20% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 371 873 CHF | 125 458 CHF | 96,75% | 96,75% |
07/11/2024 | 1,15% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 484 CHF | 130 995 CHF | 98,64% | 98,64% |